+81.0%
SRE vs REPL
+36.8%
+44.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +1.8% | +1.2% | +0.5% | +1.7% |
| 30D | -3.0% | +92.2% | -95.2% | -4.5% |
| 3M | -7.3% | +44.1% | -51.4% | -8.1% |
| 6M | -11.9% | +313.0% | -324.9% | -16.4% |
| YTD | -7.9% | +125.2% | -133.1% | -12.8% |
| 1Y | -11.1% | +143.8% | -154.9% | -16.1% |
| 3Y | +24.8% | +104.2% | -79.4% | +8.0% |
| 5Y | +52.4% | -34.5% | +86.9% | +38.8% |
| All | +81.0% | +36.8% | +44.2% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling